An algorithm for solving the singularly perturbed H∞ algebraic Riccati equation
✍ Scribed by T.-H. Hsieh; Z. Gajic
- Book ID
- 108459812
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 508 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0898-1221
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In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The pr
The algorithm of construction of the solution of ARE, with Hamiltonian matrix having zero eigenvalues, is developed. The algorithm generalizes the Schur method on ARE with singular Hamiltonian matrix and could be used for J-factorization of matrix polynomial, which has zero roots.